Share price$8.85
1D+4.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:26:01.377Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:15:51.315816416Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.04 | 188.3% | 86.0% | |||
| 25Δ | 16.82 | 203.4% | 96.2% | 7.63 | 97.9% | 18.7% |
| 30Δ | 16.07 | 191.6% | 88.6% | 7.93 | 96.1% | 16.9% |
| 35Δ | 15.32 | 179.9% | 80.9% | 8.22 | 94.3% | 15.2% |
| 40Δ | 14.56 | 168.1% | 73.3% | 8.52 | 92.5% | 13.4% |
| 45Δ | 13.81 | 156.3% | 65.6% | 8.81 | 90.7% | 11.6% |
| 50Δ | 13.06 | 144.5% | 57.9% | 9.11 | 88.9% | 9.9% |
| 55Δ | 12.30 | 132.7% | 50.3% | 9.40 | 87.1% | 8.1% |
| 60Δ | 11.55 | 120.9% | 42.6% | 9.70 | 85.3% | 6.3% |
| 65Δ | 10.80 | 109.1% | 34.9% | 9.99 | 83.5% | 4.6% |
| 70Δ | 10.04 | 97.3% | 27.3% | 11.79 | 132.8% | 5.3% |
| 75Δ | 9.29 | 85.6% | 19.6% | 15.38 | 194.8% | 5.6% |
| 80Δ | 8.54 | 73.8% | 12.0% | |||
No recorded observations